+1,162.1%
AMAT vs EPAM
+170.1%
+992.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +5.4% |
| 7D | -14.7% | +13.4% | -28.1% | -19.5% |
| 30D | -36.1% | +47.1% | -83.2% | -45.1% |
| 3M | -36.9% | +71.2% | -108.0% | -48.9% |
| 6M | -22.2% | +48.9% | -71.1% | -36.7% |
| YTD | +29.9% | -22.2% | +52.2% | +32.5% |
| 1Y | +43.3% | -5.2% | +48.4% | +34.6% |
| 3Y | +142.7% | -34.9% | +177.6% | +148.8% |
| 5Y | +126.2% | -77.4% | +203.6% | +243.7% |
| All | +1,162.1% | +170.1% | +992.0% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling